WES I Automated Version
Performance

 

Winning Edge System I - Automated Version
Historical  Performance
For emini S&P Futures Contract



 

 
 

Winning Edge Signals - Automated Version for S&P Eminis Futures
Performance Summary

For recent trades click on this line.

 Historical Performance For 6/02/05  to 7/07/06

  
Trade Station Performance Summary
 
  All Trades
 		 Long Trades
 		 Short Trades
 
Total Net Profit $9,075.00 $3,462.50 $5,612.50
Gross Profit $26,237.50 $12,550.00 $13,687.50
Gross Loss ($17,162.50) ($9,087.50) ($8,075.00)
Profit Factor 1.53 1.38 1.70
       
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $9,075.00 $3,462.50 $5,612.50
Select Gross Profit $26,237.50 $12,550.00 $13,687.50
Select Gross Loss ($17,162.50) ($9,087.50) ($8,075.00)
Select Profit Factor 1.53 1.38 1.70
       
Adjusted Total Net Profit $5,240.38 $799.67 $2,838.53
Adjusted Gross Profit $23,747.15 $10,916.13 $11,789.39
Adjusted Gross Loss ($18,506.77) ($10,116.46) ($8,950.86)
Adjusted Profit Factor 1.28 1.08 1.32
       
Total Number of Trades 277 139 138
Percent Profitable 40.07% 42.45% 37.68%
Winning Trades 111 59 52
Losing Trades 163 78 85
Even Trades 3 2 1
       
Avg. Trade Net Profit $32.76 $24.91 $40.67
Avg. Winning Trade $236.37 $212.71 $263.22
Avg. Losing Trade ($105.29) ($116.51) ($95.00)
Ratio Avg. Win:Avg. Loss 2.24 1.83 2.77
Largest Winning Trade $512.50 $512.50 $500.00
Largest Losing Trade ($125.00) ($125.00) ($100.00)
Largest Winner as % of Gross Profit 1.95% 4.08% 3.65%
Largest Loser as % of Gross Loss 0.73% 1.38% 1.24%
       
Net Profit as % of Largest Loss 7260.00% 2770.00% 5612.50%
Select Net Profit as % of Largest Loss 7260.00% 2770.00% 5612.50%
Adjusted Net Profit as % of Largest Loss 4192.30% 639.74% 2838.53%
       
Max. Consecutive Winning Trades 12 7 6
Max. Consecutive Losing Trades 10 10 8
Avg. Bars in Total Trades 71.05 63.43 78.72
Avg. Bars in Winning Trades 105.53 89.69 123.50
Avg. Bars in Losing Trades 47.82 43.41 51.87
Avg. Bars in Even Trades 57.33 69.50 33.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 277 139 138
Account Size Required $1,337.50 $1,437.50 $1,375.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00
       
Return on Initial Capital 9.07%
Annual Rate of Return 7.87%
Buy & Hold Return 3.42%
Return on Account 678.50%    
Avg. Monthly Return $648.21    
Std. Deviation of Monthly Return $1,000.13    
       
Return Retracement Ratio 1.30    
RINA Index 2894.91    
Sharpe Ratio n/a    
K-Ratio n/a    
       
Trading Period 1 Yr, 1 Mth, 5 Dys, 23 Hrs, 35 Mins    
Percent of Time in the Market 3.82%
Time in the Market 15 Dys, 8 Hrs, 59 Mins    
Longest Flat Period 15 Dys, 23 Hrs, 3 Mins    
       
Max. Equity Run-up
 $9,537.50    
Date of Max. Equity Run-up 06/15/06 13:37    
Max. Equity Run-up as % of Initial Capital 9.54%    
       
Max. Drawdown (Intra-day Peak to Valley)
Value ($1,462.50) ($1,537.50) ($1,575.00)
Date 03/30/06 10:09    
as % of Initial Capital 1.46% 1.54% 1.58%
Net Profit as % of Drawdown 620.51% 225.20% 356.35%
Select Net Profit as % of Drawdown 620.51% 225.20% 356.35%
Adjusted Net Profit as % of Drawdown 358.32% 52.01% 180.22%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($1,337.50) ($1,437.50) ($1,375.00)
Date 03/29/06 13:20    
as % of Initial Capital 1.34% 1.44% 1.38%
Net Profit as % of Drawdown 678.50% 240.87% 408.18%
Select Net Profit as % of Drawdown 678.50% 240.87% 408.18%
Adjusted Net Profit as % of Drawdown 391.80% 55.63% 206.44%
       
Max. Trade Drawdown ($175.00) ($175.00) ($112.50)
     
     

 
 

Copyright © 1998 National Trading Group, Inc. and © Ned Gandevani, Ph D, 2001, All rights are reserved. Winning Edge Strategies ™ Trading Personality Profile™ are registered trade marks for Dr. Ned Gandevani's system and products.